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On the first passage time of an autoregressive process over a level and an application to a “disorder” problem. (English. Russian original) Zbl 0723.60044
Theory Probab. Appl. 35, No. 2, 269-279 (1990); translation from Teor. Veroyatn. Primen. 35, No. 2, 282-292 (1990).
See the review in Zbl 0702.60048.

MSC:
60G40 Stopping times; optimal stopping problems; gambling theory
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